A real time clustering and SVM based price-volatility prediction for optimal trading strategy.
Subhabrata ChoudhurySubhajyoti GhoshArnab BhattacharyaKiran Jude FernandesManoj Kumar TiwariPublished in: Neurocomputing (2014)
Keyphrases
- real time
- clustering algorithm
- clustering method
- prediction accuracy
- low cost
- optimal solution
- k means
- predictive clustering trees
- information theoretic
- vision system
- unsupervised learning
- high speed
- financial time series
- dynamic programming
- self organizing maps
- support vector machine
- document clustering
- data clustering
- spectral clustering
- prediction model
- prediction algorithm
- financial crisis
- stock index futures
- worst case